+7.4%
DASH vs HIG
+124.5%
-117.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.1% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | +2.2% | -3.2% | +5.4% | +3.6% |
| 3M | +32.3% | +9.1% | +23.1% | +27.2% |
| 6M | +19.1% | -1.8% | +20.9% | +19.7% |
| YTD | -6.5% | +1.8% | -8.3% | -7.7% |
| 1Y | -14.9% | +4.6% | -19.5% | -17.2% |
| 3Y | +151.9% | +101.6% | +50.3% | +71.0% |
| All | +7.4% | +124.5% | -117.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling